Simulation properties of alternative methods of estimation: an application to a model of the Italian economy

In this paper the results of six different estimation methods appliead to a linear aggregated model of the Italian economy are at first displayed. Afterwards, the inherent dynamic characteristics and the simulation properties of the six sets of estimates are analyzed. In no case the obtained results show a clear cut prevalence of one estimation method on the others, at least as far as the used indicators are concerned.

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Year of publication:	1976
Authors:	Bianchi, Carlo ; Calzolari, Giorgio ; Corsi, Paolo
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Econometric models \| estimation methods \| simulation

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008498495